+128.5%
EEM vs FCUV
-98.6%
+227.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +1.2% |
| 7D | -1.3% | -66.5% | +65.2% | -1.1% |
| 30D | +2.1% | +5.0% | -2.9% | +2.0% |
| 3M | +1.0% | +63.8% | -62.8% | +0.1% |
| 6M | +15.9% | -67.8% | +83.7% | +15.2% |
| YTD | +24.6% | -82.4% | +107.1% | +24.0% |
| 1Y | +32.3% | -94.7% | +127.0% | +31.9% |
| 3Y | +85.9% | -99.3% | +185.2% | +85.2% |
| 5Y | +45.4% | -99.9% | +145.2% | +45.0% |
| All | +128.5% | -98.6% | +227.1% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling